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All sourcesNASA NTRSDOE OSTI
NASA NTRS1993

A comparison of two methods for solving 3-D unsteady compressible viscous flows

Numerical solutions of 3D unsteady compressible flows for several steady and unsteady cases are obtained using two procedures - a noniterative Alternating Direction Implicit (ADI) scheme and a Generalized Minimal RESidual (GMRES) method. Results obtained are compared with each other and also with experimental data. It is found that the GMRES procedure can provide significant speedups compared to the noniterative ADI procedure.

Hixon, Ray↗
NASA NTRS1993

Development of iterative techniques for the solution of unsteady compressible viscous flows

The work done under this project was documented in detail as the Ph. D. dissertation of Dr. Duane Hixon. The objectives of the research project were evaluation of the generalized minimum residual method (GMRES) as a tool for accelerating 2-D and 3-D unsteady flows and evaluation of the suitability of the GMRES algorithm for unsteady flows, computed on parallel computer architectures.

Sankar, Lakshmi↗
NASA NTRS1999

Approximation of the Newton Step by a Defect Correction Process

In this paper, an optimal control problem governed by a partial differential equation is considered. The Newton step for this system can be computed by solving a coupled system of equations. To do this efficiently with an iterative defect correction process, a modifying operator is introduced into the system. This operator is motivated by local mode analysis. The operator can be used also for preconditioning in Generalized Minimum Residual (GMRES). We give a detailed convergence analysis for the defect correction process and show the derivation of the modifying operator. Numerical tests are done on the small disturbance shape optimization problem in two dimensions for the defect correction process and for GMRES.

Arian, E.↗
NASA NTRS1997

Implicit/Multigrid Algorithms for Incompressible Turbulent Flows on Unstructured Grids

An implicit code for computing inviscid and viscous incompressible flows on unstructured grids is described. The foundation of the code is a backward Euler time discretization for which the linear system is approximately solved at each time step with either a point implicit method or a preconditioned Generalized Minimal Residual (GMRES) technique. For the GMRES calculations, several techniques are investigated for forming the matrix-vector product. Convergence acceleration is achieved through a multigrid scheme that uses non-nested coarse grids that are generated using a technique described in the present paper. Convergence characteristics are investigated and results are compared with an exact solution for the inviscid flow over a four-element airfoil. Viscous results, which are compared with experimental data, include the turbulent flow over a NACA 4412 airfoil, a three-element airfoil for which Mach number effects are investigated, and three-dimensional flow over a wing with a partial-span flap.

Anderson, W. Kyle↗
DOE OSTI2023

Combining Sparse Approximate Factorizations with Mixed-precision Iterative Refinement

The standard LU factorization-based solution process for linear systems can be enhanced in speed or accuracy by employing mixed-precision iterative refinement. Most recent work has focused on dense systems. We investigate the potential of mixed-precision iterative refinement to enhance methods for sparse systems based on approximate sparse factorizations. In doing so, we first develop a new error analysis for LU- and GMRES-based iterative refinement under a general model of LU factorization that accounts for the approximation methods typically used by modern sparse solvers, such as low-rank approximations or relaxed pivoting strategies. We then provide a detailed performance analysis of both the execution time and memory consumption of different algorithms, based on a selected set of iterative refinement variants and approximate sparse factorizations. Our performance study uses the multifrontal solver MUMPS, which can exploit block low-rank factorization and static pivoting. We evaluate the performance of the algorithms on large, sparse problems coming from a variety of real-life and industrial applications showing that mixed-precision iterative refinement combined with approximate sparse factorization can lead to considerable reductions of both the time and memory consumption.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

A Scalable Interior‐Point Gauss–Newton Method for PDE‐Constrained Optimization With Bound Constraints

Here, we present a scalable approach to solve a class of partial differential equation (PDE)‐constrained optimization problems with bound constraints. This approach utilizes a robust full‐space interior‐point (IP)‐Gauss–Newton optimization method. To cope with the poorly‐conditioned IP‐Gauss–Newton saddle‐point linear systems that need to be solved approximately, once per optimization step, we propose two spectrally related preconditioners. These preconditioners leverage the limited informativeness of data in regularized PDE‐constrained optimization problems. A block Gauss–Seidel preconditioner is proposed for the GMRES‐based solution of the IP‐Gauss–Newton linear systems. It is shown, for a large‐class of PDE‐ and bound‐constrained optimization problems, that the spectrum of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix is asymptotically independent of discretization and is not impacted by the ill‐conditioning that notoriously plagues interior‐point methods. We exploit symmetry of the IP‐Gauss–Newton linear systems and propose a regularization and log‐barrier Hessian preconditioner for the preconditioned conjugate gradient (PCG)‐based solution of the equivalent IP‐Gauss–Newton–Schur complement linear systems. The eigenvalues of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix, that are not equal to one, are identical to the eigenvalues of the regularization and log‐barrier Hessian preconditioned Schur complement matrix. The scalability of the approach is demonstrated on two example problems. The numerical solution of these optimization problems is shown to require a discretization independent number of IP‐Gauss–Newton linear solves. Furthermore, the linear systems are solved in a discretization and IP ill‐conditioning independent number of preconditioned Krylov subspace iterations. The parallel scalability of the preconditioner, achieved via algebraic multigrid component solvers when applicable, and the aforementioned algorithmic scalability permits a parallel scalable means to compute solutions of a large class of PDE‐ and bound‐constrained problems.

PDE-constrained optimization↗
DOE OSTI2022

Numerical algorithms for water waves with background flow over obstacles and topography

Abstract We present two accurate and efficient algorithms for solving the incompressible, irrotational Euler equations with a free surface in two dimensions with background flow over a periodic, multiply connected fluid domain that includes stationary obstacles and variable bottom topography. One approach is formulated in terms of the surface velocity potential while the other evolves the vortex sheet strength. Both methods employ layer potentials in the form of periodized Cauchy integrals to compute the normal velocity of the free surface, are compatible with arbitrary parameterizations of the free surface and boundaries, and allow for circulation around each obstacle, which leads to multiple-valued velocity potentials but single-valued stream functions. We prove that the resulting second-kind Fredholm integral equations are invertible, possibly after a physically motivated finite-rank correction. In an angle-arclength setting, we show how to avoid curve reconstruction errors that are incompatible with spatial periodicity. We use the proposed methods to study gravity-capillary waves generated by flow around several elliptical obstacles above a flat or variable bottom boundary. In each case, the free surface eventually self-intersects in a splash singularity or collides with a boundary. We also show how to evaluate the velocity and pressure with spectral accuracy throughout the fluid, including near the free surface and solid boundaries. To assess the accuracy of the time evolution, we monitor energy conservation and the decay of Fourier modes and compare the numerical results of the two methods to each other. We implement several solvers for the discretized linear systems and compare their performance. The fastest approach employs a graphics processing unit (GPU) to construct the matrices and carry out iterations of the generalized minimal residual method (GMRES).

Ambrose, David M.↗
DOE OSTI2025

Fast meta-solvers for 3D complex-shape scatterers using neural operators trained on a non-scattering problem

Three-dimensional target identification using scattering techniques requires high accuracy solutions and very fast computations for real-time predictions in some critical applications. We first train a deep neural operator (DeepONet) to solve wave propagation problems described by the Helmholtz equation in a domain without scatterers but at different wavenumbers and with a complex absorbing boundary condition. We then design two classes of fast meta-solvers by combining DeepONet with either relaxation methods, such as Jacobi and Gauss-Seidel, or with Krylov methods, such as GMRES and BiCGStab, using the trunk basis of DeepONet as a coarse-scale preconditioner. We leverage the spectral bias of neural networks to account for the lower part of the spectrum in the error distribution while the upper part is handled inexpensively using relaxation methods or fine-scale preconditioners. The meta-solvers are then applied to solve scattering problems with different shape of scatterers, at no extra training cost. We first demonstrate that the resulting meta-solvers are shape-agnostic, fast, and robust, whereas the standard standalone solvers may even fail to converge without the DeepONet. We then apply both classes of meta-solvers to scattering from a submarine, a complex three-dimensional problem. We achieve very fast solutions, especially with the DeepONet-Krylov methods, which require orders of magnitude fewer iterations than any of the standalone solvers.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Fast nonlinear iterative solver for an implicit, energy-conserving, asymptotic-preserving charged-particle orbit integrator

Here recently, an asymptotic-preserving (AP) particle orbit integrator has been proposed with remarkable properties including exact energy conservation, the ability to capture of all first-order drifts (including the ∇B-drift), the ability to capture trapped-passing boundaries with parallel velocity extremely close to the critical velocity, and the ability to transition from strongly to weakly magnetized spatial regions. The new AP orbit integrator is implicit, employing a Crank-Nicolson (CN) temporal discretization to ensure exact energy conservation. This, in turn, requires a local nonlinear iteration involving particle velocities and positions, and the local electromagnetic fields, to obtain the new-time solution. Ref. [1] did not attempt to provide an efficient solver for this system, and employed a brute-force GMRES-driven Jacobian-free Newton-Krylov (JFNK) solver to invert the particle orbit equations at every timestep for expediency. While JFNK is robust and reliable, it is also expensive and very intrusive for practical implementations of the method (it requires having the JFNK machinery available and solving a 6 x 6 Jacobian system iteratively once per iteration per particle).

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

A fully implicit, asymptotic-preserving, semi-Lagrangian algorithm for the time dependent anisotropic heat transport equation

In this paper, we extend the operator-split asymptotic-preserving, semi-Lagrangian algorithm for time dependent anisotropic heat transport equation proposed in Chacón et al. (2014) [18] to use a fully implicit time integration with backward differentiation formulas. The proposed implicit method can deal with arbitrary heat-transport anisotropy ratios $\mathcal{X}$∥ /$ \mathcal{X}$⟂ $\ggg$ 1 (with $\mathcal{X}$∥, $ \mathcal{X}$⟂ the parallel and perpendicular heat diffusivities, respectively) in complicated magnetic field topologies in an accurate and efficient manner. Further, the implicit algorithm is second-order accurate temporally and demonstrates an accurate treatment at boundary layers (e.g., island separatrices), which was not ensured by the operator-split implementation. The condition number of the resulting algebraic system is independent of the anisotropy ratio, and is inverted with preconditioned GMRES. We propose a simple preconditioner that renders the finite-dimensional linear operator compact, resulting in mesh-independent convergence rates for topologically simple magnetic fields, and convergence rates scaling as ~ (NΔt) 1/4 (with N the total mesh size and Δt the timestep) in topologically complex magnetic-field configurations. We demonstrate the accuracy and performance of the approach with test problems of varying complexity, including an analytically tractable boundary-layer problem in a straight magnetic field, and a topologically complex magnetic field featuring magnetic islands with extreme anisotropy ratios $\mathcal{X}$∥ /$ \mathcal{X}$⟂ = 10 10 ) .

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Sylvester-preconditioned adaptive-rank implicit time integrators for advection-diffusion equations with variable coefficients

Here, we consider the adaptive-rank integration of multi-dimensional time-dependent advection-diffusion partial differential equations (PDEs) with variable coefficients. We employ a standard finite-difference method for spatial discretization coupled with high-order diagonally implicit Runge-Kutta temporal schemes. The discrete equation is a generalized Sylvester equation (GSE), which we solve with a projection-based adaptive-rank algorithm structured around two key strategies: (i) constructing dimension-wise subspaces using a novel atypical extended Krylov strategy, and (ii) efficiently solving the basis coefficient matrix with a preconditioned GMRES solver. The low-rank decomposition is performed in 2D using SVD and with high-order SVD (HOSVD) in 3D to represent the tensor in a compressed Tucker format. For d-dimensional problems (here, d = 2 or 3), the computational complexity and memory storage of the approach are found numerically to scale as and $\mathscr{O}(Nr^2) + \mathscr{O} (r^{d+1})$ and $\mathscr{O}(Nr) + \mathscr{O} (r^{d})$, respectively, with the one-dimensional resolution and the maximal rank during the Krylov iteration (which we find to be largely independent of on our numerical examples). We present numerical examples that illustrate the advertised properties of the algorithm.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Scaling the memory wall using mixed-precision - HPG-MxP on an exascale-class machine

Mixed-precision algorithms have been proposed as a way for scientific computing to benefit from some of the gains seen for AI on recent high performance computing (HPC) platforms. A few applications dominated by dense matrix operations have seen substantial speedups by utilizing low precision formats such as FP16. However, a majority of scientific simulation applications are memory bandwidth limited. Beyond preliminary studies, the practical gain from using mixed-precision algorithms on a given high-performance computing (HPC) system is largely unclear. The High Performance GMRES Mixed Precision (HPG-MxP) benchmark has been proposed to measure the useful performance of a HPC system on sparse matrix-based mixed-precision applications. In this work, we present an implementation of the HPG-MxP benchmark for an exascale system and describe our algorithm enhancements. We show for the first time a speedup of 1.6x using a combination of double- and single-precision keeping the same residual level on modern GPU-based supercomputers.

Kashi, Aditya [ORNL] (ORCID:0000000325893792)↗
DOE OSTI2024

NeuroFEM

SAND2025-00525O NeuroFEM is a software tool that demonstrates a neuromorphic algorithm for solving finite element problems. It sets up a 2D finite element problem for the Poisson equation on a disk, constructs synaptic matrices, and simulates neural dynamics to solve the resulting sparse linear system. The software illustrates how the algorithm converges to the solution and plots the results, showcasing a neuromorphic counterpart to traditional methods like Conjugate Gradient or GMRES. This tool is designed to highlight the potential of neuromorphic algorithms for solving sparse linear systems, which are prevalent in various computational applications. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

SciDAC↗
DOE OSTI2022

PyAMG: Algebraic Multigrid Solvers in Python

PyAMG is a Python package of algebraic multigrid (AMG) solvers and supporting tools for approximating the solution to large, sparse linear systems of algebraic equations, Ax = b, where A is an n × n sparse matrix. Sparse linear systems arise in a range of problems in science, from fluid flows to solid mechanics to data analysis. While the direct solvers available in SciPy’s sparse linear algebra package (scipy.sparse.linalg) are highly efficient, in many cases iterative methods are preferred due to overall complexity. However, the iterative methods in SciPy, such as CG and GMRES, often require an efficient preconditioner in order to achieve a lower complexity. Preconditioning is a powerful tool whereby the conditioning of the linear system and convergence rate of the iterative method are both dramatically improved. PyAMG constructs multigrid solvers for use as a preconditioner in this setting. A summary of multigrid and algebraic multigrid solvers can be found in Olson (2015a), in Olson (2015b), and in Falgout (2006); a detailed description can be found in Briggs et al. (2000) and Trottenberg et al. (2001).

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Randomized Algorithms for Linear Solvers

Recently, randomized algorithms in numerical linear algebra, specifically those centered around random sketching, have gained traction in primarily theoretical research due to their potential to significantly reduce problem dimensionality at the cost of an O(1) multiplicative distortion factor. It has been assumed that this sketching can be done efficiently, but thorough investigation into how precisely to do it has been neglected. Moreover, the theory-based community has argued for sketching’s ability to reduce computational cost via complexity analysis, but has not researched how it affects the stability of the algorithms. At Sandia, efficient linear solvers that scale well on modern HPC architectures while maintaining stability are imperative for practical applications. In this LDRD, we developed a random sketching strategy that is substantially faster than existing ones, and demonstrate its superior performance in practice on a NVIDIA H100 GPU. Moreover, we show how this can be used to significantly outperform existing linear least squares solvers while improving the solver’s stability as well. Additionally, we demonstrate how this sketching strategy can be used to make a fast, stable QR factorization that can subsequently be used in s-step and block Krylov solvers. Finally, we incorporate a sketching-based block orthogonalization scheme into s-step GMRES, which is stable and faster than existing approaches on the Perlmutter supercomputer.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Airfoil Computational Fluid Dynamics - 2k shapes, 25 AoA's, 3 Re numbers

This dataset contains aerodynamic quantities - including flow field values (momentum, energy, and vorticity) and summary values (coefficients of lift, drag, and momentum) - for 1,830 airfoil shapes computed using the HAM2D CFD (computational fluid dynamics) model. The airfoil shapes were designed using the separable shape tensor parameterization that encodes two-dimensional shapes as elements of the Grassmann manifold. This data-driven approach learns two independent spaces of parameter from a collection of sample airfoils. The first captures large-scale, linear perturbations, and the second defines small-scale, higher-order perturbations. For this dataset, we used the G2Aero database of over 19,000 airfoil shapes to learn a parameter space that captured a wide array of shape characteristics. We sampled airfoil designs over both parameter spaces to explore the full range of possible shape variations. The aerodynamic quantities for the generated airfoil were obtained using the HAM2D code, which is a finite-volume Reynolds-averaged Navier-Stokes (RANS) flow solver. We employ a fifth-order WENO scheme for spatial reconstruction with Roe's flux difference scheme for inviscid flux and second-order central differencing for viscous flux. A preconditioned GMRES method is applied for implicit integration. The Spalart-Allmaras 1-eq turbulence model is used for the turbulence closure, and the Medida-Baeder 2-eq transition model is applied to account for the effects of laminar turbulent transition. The airfoil grid is generated with a total of 400 points on the airfoil surface, the initial wall-normal spacing of y+ = 1, and an outer boundary located at 300 chord lengths away from the wall. The CFD simulations are performed at a freestream Mach number of 0.1, for or three different Reynolds' numbers (3M, 6M, and 9M), and for 25 angles of attack from -4 deg. to 20 deg. with 1 degree increments. Across all these various parameters, this dataset includes the results from over 250,000 CFD simulations. The simulations were performed using the Bridges-2 system at the Pittsburgh Supercomputing Center in February 2023 as part of the INTEGRATE project funded by the Advanced Research Projects Agency - Energy, in the U.S. Department of Energy. The data was collected, reformatted, and preprocessed for this OEDI submission in July 2023 under the Foundational AI for Wind Energy project funded by the U.S. Department of Energy Wind Energy Technologies Office. This dataset is intended to serve as a benchmark against which new artificial intelligence (AI) or machine learning (ML) tools may be tested. Baseline AI/ML methods for analyzing this dataset have been implemented, and a link to their repository containing those models has been provided. The .h5 data file structure can be found in the GitHub Repository resource under explore_airfoil_2k_data.ipynb.

2k↗
DOE OSTI2023

Airfoil Computational Fluid Dynamics - 9k shapes, 2 AoA's

This dataset contains aerodynamic quantities - including flow field values (momentum, energy, and vorticity) and summary values (coefficients of lift, drag, and momentum) - for 8,996 airfoil shapes, computed using the HAM2D CFD (computational fluid dynamics) model. The airfoil shapes were designed using the separable shape tensor parameterization that encodes two-dimensional shapes as elements of the Grassmann manifold. This data-driven approach learns two independent spaces of parameter from a collection of sample airfoils. The first captures large-scale, linear perturbations, and the second defines small-scale, higher-order perturbations. For this data, we used the G2Aero database of over 19,000 airfoil shapes to learn a parameter space that captured a wide array of shape characteristics. We fixed the linear deformations to be the mean over the database and sampled new shapes over a four-dimensional parameter space of higher-order perturbation. This sampling approaches allows for isolated analysis of non-linear airfoil shape deformations while holding other aspects (e.g., airfoil thickness) approximately constant. The aerodynamic quantities for the generated airfoil were obtained using the HAM2D code, which is a finite-volume Reynolds-averaged Navier-Stokes (RANS) flow solver. We employ a fifth-order WENO scheme for spatial reconstruction with Roe's flux difference scheme for inviscid flux and second-order central differencing for viscous flux. A preconditioned GMRES method is applied for implicit integration. The Spalart-Allmaras 1-eq turbulence model is used for the turbulence closure, and the Medida-Baeder 2-eq transition model is applied to account for the effects of laminar turbulent transition. The airfoil grid is generated with a total of 400 points on the airfoil surface, the initial wall-normal spacing of y+ = 1, and an outer boundary located at 300 chord lengths away from the wall. The CFD simulations are performed at a freestream Mach number of 0.1, Reynolds number of 9M, and at two angles of attack, 4 deg. and 12 deg. The simulations were performed using the Bridges-2 system at the Pittsburgh Supercomputing Center in February 2023 as part of the INTEGRATE project funded by the Advanced Research Projects Agency - Energy in the U.S. Department of Energy. The data was collected, reformatted, and preprocessed for this OEDI submission in July 2023 under the Foundational AI for Wind Energy project funded by the U.S. Department of Energy Wind Energy Technologies Office. This dataset is intended to serve as a benchmark against which new artificial intelligence (AI) or machine learning (ML) tools may be tested. Baseline AI/ML methods for analyzing this dataset have been implemented, and a link to their repository containing those models has been provided. The .h5 data file structure can be found in the GitHub Repository resource under explore_airfoil_9k_data.ipynb.

9k↗
NASA NTRS1989

Compressible flow calculations employing the Galerkin/least-squares method

A multielement group, domain decomposition algorithm is presented for solving linear nonsymmetric systems arising in the finite-element analysis of compressible flows employing the Galerkin/least-squares method. The iterative strategy employed is based on the generalized minimum residual (GMRES) procedure originally proposed by Saad and Shultz. Two levels of preconditioning are investigated. Applications to problems of high-speed compressible flow illustrate the effectiveness of the scheme.

Shakib, F.↗